Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 91.07%
September 30, 2024 91.07%
August 31, 2024 91.07%
July 31, 2024 91.07%
June 30, 2024 91.07%
May 31, 2024 91.07%
April 30, 2024 91.07%
March 31, 2024 88.42%
February 29, 2024 88.42%
January 31, 2024 87.82%
December 31, 2023 87.82%
November 30, 2023 87.82%
October 31, 2023 87.82%
September 30, 2023 83.87%
August 31, 2023 83.87%
July 31, 2023 83.78%
June 30, 2023 83.78%
May 31, 2023 83.78%
April 30, 2023 83.78%
March 31, 2023 83.78%
February 28, 2023 83.78%
January 31, 2023 83.78%
December 31, 2022 83.78%
November 30, 2022 77.20%
October 31, 2022 77.20%
Date Value
September 30, 2022 77.20%
August 31, 2022 77.20%
July 31, 2022 77.20%
June 30, 2022 77.20%
May 31, 2022 77.20%
April 30, 2022 77.20%
March 31, 2022 77.20%
February 28, 2022 77.20%
January 31, 2022 77.20%
December 31, 2021 68.53%
November 30, 2021 68.53%
October 31, 2021 68.53%
September 30, 2021 68.53%
August 31, 2021 68.53%
July 31, 2021 68.53%
June 30, 2021 68.53%
May 31, 2021 68.22%
April 30, 2021 68.22%
March 31, 2021 49.11%
February 28, 2021 38.49%
January 31, 2021 19.73%
December 31, 2020 7.39%
November 30, 2020 5.28%
October 31, 2020 5.28%
September 30, 2020 5.28%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

0.12%
Minimum
Nov 2019
91.07%
Maximum
Apr 2024
60.54%
Average
77.20%
Median
Jan 2022

Max Drawdown (5Y) Benchmarks